There’s still a heavy buzz around cryptocurrenices – as with every opportunity which offers a convenient way to get rich quick. There’s a reason why one of the pressing questions in the Cryptocommunity is: “When Lambo?”. On a more serious note there is the discussion going on to which asset class cryptos belong. Here we use the a set of parsed and pre-processed stock and cryptocurrency data to combine cryptos with data from (almost) all stocks from the S&P 100 index to check whether cryptos are given a chance by a (plain) Markowitz optimization.

finance-r.com

Welcome to finance-r.com – a project created by Ronald Hochreiter, dedicated to sharing knowledge about Quantitative Finance (as well as Algorithmic & Computational Finance) using the statistical programming language R – initiated in 2012. A book (along with screencasts) is currently under development and set to be released in 2018. Workshops are organized all around Europe.